• Title of article

    The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach

  • Author/Authors

    Dingding Li، نويسنده , , Thanasis Stengos، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    6
  • From page
    11
  • To page
    16
  • Abstract
    In a partially linear regression model with a high dimensional unknown component we find an estimator of the parameter of the linear part based on projection pursuit methods to be considerably more efficient than the standard density weighted kernel estimator.
  • Keywords
    Projection pursuit regression , Partially linear model
  • Journal title
    Economics Letters
  • Serial Year
    2002
  • Journal title
    Economics Letters
  • Record number

    434895

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434895